Firefox

Firefox uses a built-in domain blocklist for tracking protection, in addition to blocking third party cookies

Although that would not explain why Chrome and Opera pass that at all to begin with IMO. Maybe these browsers enforce their own additional data silos or other deviations from specs when in Private Browsing mode. I know Chrome for example shrinks the storage provision for various JS APIs down to practically nothing when in Incognito mode, which can break things like Teams Web etc when you start sharing files.

Either way though all marketing ever is, is just a selection of carefully chosen words. In this case, browsers too, as there's no Brave there (I'm not a fan of Brave anyway, but worth noting)